Anic Equity¶

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Total return since start: 0.712 %¶

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Equity now: -----------------------------> 52284.94 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48123.41 Kr¶

PnL: ---------------------------------------> -803.09 Kr¶

DD now: ---------------------------------> -1.573 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 14:50:43.924414'

Anic Portfolio¶

Today¶

Return: -0.06 %¶

This Week¶

Return: -0.06 %¶

Total portfolio value¶

Return including deposits: 71.167 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 4.370000 2365.000000 176.000000 8.040000 2189.000000
Xvivo Perfusion 3 2.450000 877.500000 32.500000 3.850000 845.000001
SynAct Pharma 9 0.130000 675.000000 30.000000 4.650000 645.000003
Vitrolife 3 3.370000 698.400000 21.400000 3.160000 677.000001
Eastnine 6 -1.740000 678.000000 21.000000 3.200000 657.000000
BHG Group 49 -5.340000 659.540000 20.540000 3.210000 638.999984
Biotage 4 0.450000 621.200000 18.200000 3.020000 603.000000
Addtech B 3 1.960000 717.000000 17.000000 2.430000 699.999999
Embracer Group B 26 0.680000 678.600000 16.600000 2.510000 661.999988
Addnode Group B 6 1.920000 763.800000 11.800000 1.570000 751.999998
Nolato B 12 -0.090000 657.600000 9.600000 1.480000 648.000000
Indutrade 5 1.260000 1327.000000 7.000000 0.530000 1320.000000
Svolder B 35 1.140000 2180.500000 7.000000 0.320000 2173.500000
Latour B 2 1.970000 454.800000 5.800000 1.290000 449.000000
Sdiptech B 3 -0.290000 826.800000 4.800000 0.580000 822.000000
BONESUPPORT HOLDING 10 -0.410000 1228.000000 4.000000 0.330000 1224.000000
NCC B 7 -0.320000 656.600000 2.600000 0.400000 653.999997
Fortnox 10 3.250000 668.000000 0.000000 0.000000 668.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Volati 5 -4.050000 569.000000 -5.000000 -0.870000 574.000000
Sampo Oyj SDB 1 -0.400000 500.000000 -5.000000 -0.990000 505.000000
SCA A 4 0.140000 591.200000 -7.800000 -1.300000 599.000000
Investor B 3 0.370000 648.000000 -10.000000 -1.520000 657.999999
Sedana Medical 135 -2.500000 4320.000000 -11.000000 -0.250000 4330.999935
Lime Technologies 2 -2.530000 579.000000 -14.000000 -2.360000 593.000000
Humana 40 1.870000 655.200000 -18.800000 -2.790000 674.000000
Balco Group 39 -1.360000 1834.950000 -40.050000 -2.140000 1874.999997
Lundin Gold 7 1.230000 921.200000 -52.800000 -5.420000 973.999999
Creades A 7 1.610000 550.550000 -60.450000 -9.890000 610.999998
Ambea 68 0.500000 2471.120000 -65.880000 -2.600000 2537.000032
Investor A 16 0.230000 3464.000000 -81.000000 -2.280000 3545.000000
Gaming Innovation Group 161 1.000000 4081.350000 -106.650000 -2.550000 4187.999942
New Wave B 40 -0.540000 3798.000000 -118.000000 -3.010000 3916.000000
Wästbygg Gruppen B 80 -2.350000 2664.000000 -207.000000 -7.210000 2871.000000
Bactiguard Holding B 37 -3.620000 2564.100000 -402.900000 -13.580000 2966.999993
TOTAL 48123.410000 -803.090000 -1.57267% 48926.499863

Updated:¶

'2023-06-13 14:50:59.965187'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶